清除所有變數資料

rm(list = ls(all = TRUE))

導入所需套件

library(quantmod)
library(ggplot2)
library(plotly)

讀S&P500資料

sp500 = getSymbols("^GSPC", src = "yahoo", auto.assign = FALSE , from = '1990-01-01', to = '2018-08-31')
as.data.frame(sp500[1:10 , ]) %>%
  kable(digits = 2 , align = 'c' ) %>%
  kable_styling(bootstrap_options = c("striped", "hover"))
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
1990-01-02 353.40 359.69 351.98 359.69 162070000 359.69
1990-01-03 359.69 360.59 357.89 358.76 192330000 358.76
1990-01-04 358.76 358.76 352.89 355.67 177000000 355.67
1990-01-05 355.67 355.67 351.35 352.20 158530000 352.20
1990-01-08 352.20 354.24 350.54 353.79 140110000 353.79
1990-01-09 353.83 354.17 349.61 349.62 155210000 349.62
1990-01-10 349.62 349.62 344.32 347.31 175990000 347.31
1990-01-11 347.31 350.14 347.31 348.53 154390000 348.53
1990-01-12 348.53 348.53 339.49 339.93 183880000 339.93
1990-01-15 339.93 339.94 336.57 337.00 140590000 337.00

取出close資料

sp500 = sp500$GSPC.Close
#sp500 = sp500$GSPC.Close
##若變數中有空格，欄位名稱加''
#ex:GSPC Low
#sp500$'GSPC Low'

改名字

colnames(sp500) = 'sp500'

設定時間

start   = "1990-01-01"
end     = "2018-08-31"

一年債券

one_y = getSymbols("DGS1", src = "FRED",  auto.assign = FALSE)
colnames(one_y) = 'bond_one'

十年債券

ten_y = getSymbols("DGS10", src = "FRED", auto.assign = FALSE)
colnames(ten_y) = 'bond_ten'

資料合併(xts)

database = cbind(sp500 , one_y , ten_y)
#cbind( = merge)、rbind

去除na

database = na.omit(database)

取出index

time = index(database)
#直接放入dataframe
#database$time = index(database)

ggplot2畫圖

g = ggplot(data = database , aes(x = time)) +
  geom_line(aes( y = sp500, colour = "S&P 500")) +
  geom_line(aes( y = bond_one*447, colour = "One Year Bond")) +
  geom_line(aes( y = bond_ten*447, colour = 'Ten Years Bond'))+
  scale_y_continuous(sec.axis = sec_axis(~.*(1/447) ))

g

plotly畫圖

#將database轉為dataframe格式
database = as.data.frame(database)

p = plot_ly(data = database , x = time) %>%
  
            #plotly中database$sp500，也可寫成~sp500
            add_lines(y = database$sp500 , type = "scatter" , mode = "lines" ,
                      line = list(color = 'gray') , name = "S&P 500") %>%
  
            add_lines(y = database$bond_one ,
                      type = "scatter" , mode = "lines" ,
                      line = list(color = 'cornflowerblue') ,
                      yaxis = "y2", name = "One-Year Bond" ) %>%
  
            add_lines(y = database$bond_ten ,
                      type = "scatter" , mode = "lines",
                      line = list(color = 'aquamarine') ,
                      yaxis = "y2", name = 'Ten-Year Bond' ) %>%
  
            layout(title = 'S&P 500 v.s. Bond',
                   xaxis = list(
                      rangeselector = list(
                        buttons = list(
                          list(
                            count = 3,
                            label = "3m",
                            step = "month",
                            stepmode = "backward"),
                          list(
                            count = 6,
                            label = "6m",
                            step = "month",
                            stepmode = "backward"),
                          list(
                            count = 1,
                            label = "1y",
                            step = "year",
                            stepmode = "backward"),
                          list(
                            count = 3,
                            label = "3y",
                            step = "year",
                            stepmode = "backward"),
                          list(
                            count = 5,
                            label = "5y",
                            step = "year",
                            stepmode = "backward"),
                          list(step = "all"))),

                      rangeslider = list(type = "date")),
                   
                  yaxis = list(side = 'left' ,
                               title = 'S&P 500 Index') ,
                  
                  yaxis2 = list(title = 'Bond Yield (%)' ,
                                overlaying = "y", side = "right"))

offline( p )
## Warning: 'offline' is deprecated.
## Use 'plot_ly' instead.
## See help("Deprecated")

資料視覺化比較

#ggplot2
g

#plotly畫ggplot2(第二個y軸會消失)
ggplotly(g)
#plotly
offline( p )
#存為html檔
htmlwidgets::saveWidget( p , 'Bond Fig.html')